A TIME FRACTIONAL FUNCTIONAL DIFFERENTIAL EQUATION DRIVEN BY THE FRACTIONAL BROWNIAN MOTION

DOI10.11948/2156-907X.20180068zbMath1459.60086OpenAlexW3017719137MaRDI QIDQ5859378

Litan Yan, Jingqi Han

Publication date: 16 April 2021

Published in: Journal of Applied Analysis & Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.11948/2156-907x.20180068

zbMATH Keywords

time delayfractional Brownian motionstochastic functional differential equationthe Caputo derivative

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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NONLOCAL SYMMETRIES AND EXACT SOLUTIONS OF A VARIABLE COEFFICIENT AKNS SYSTEM

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